NHPC
Nhpc Ltd
Historical option data for NHPC
21 Sep 2025 04:15 PM IST
| NHPC 30SEP2025 100 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.02
Vega: 0.01
Theta: -0.02
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 87.82 | 0.05 | 0 | 36.02 | 84 | 27 | 219 | |||||||||
| 14 Sept | 83.50 | 0.05 | 0 | 37.93 | 1 | 1 | 77 | |||||||||
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| 17 Aug | 82.32 | 0.2 | -0.1 | 30.91 | 8 | 2 | 27 | |||||||||
For Nhpc Ltd - strike price 100 expiring on 30SEP2025
Delta for 100 CE is 0.02
Historical price for 100 CE is as follows
On 21 Sept NHPC was trading at 87.82. The strike last trading price was 0.05, which was 0 lower than the previous day. The implied volatity was 36.02, the open interest changed by 27 which increased total open position to 219
On 14 Sept NHPC was trading at 83.50. The strike last trading price was 0.05, which was 0 lower than the previous day. The implied volatity was 37.93, the open interest changed by 1 which increased total open position to 77
On 17 Aug NHPC was trading at 82.32. The strike last trading price was 0.2, which was -0.1 lower than the previous day. The implied volatity was 30.91, the open interest changed by 2 which increased total open position to 27
| NHPC 30SEP2025 100 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 87.82 | 13 | 0 | 0.00 | 0 | 0 | 0 |
| 14 Sept | 83.50 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 17 Aug | 82.32 | 0 | 0 | 0.00 | 0 | 0 | 0 |
For Nhpc Ltd - strike price 100 expiring on 30SEP2025
Delta for 100 PE is 0.00
Historical price for 100 PE is as follows
On 21 Sept NHPC was trading at 87.82. The strike last trading price was 13, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 14 Sept NHPC was trading at 83.50. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 17 Aug NHPC was trading at 82.32. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
